//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"ECARES working paper"
~isPartOf:"Economics letters"
~person:"Abeysinghe, Tilak"
~person:"Camacho, Maximo"
~person:"Chen, Zhanshou"
~person:"Linton, Oliver"
~person:"Lippi, Marco"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Wang, Shaoping"
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
18
Theory
16
Estimation theory
5
Schätztheorie
5
Einheitswurzeltest
3
Estimation
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Panel
3
Panel study
3
Schätzung
3
Unit root test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Business cycle
2
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Konjunktur
2
Markov chain
2
Markov-Kette
2
Statistical method
2
Statistische Methode
2
Stochastic process
2
Stochastischer Prozess
2
Time-varying variance
2
Unit root
2
United States
2
1959-2014
1
Analysis of variance
1
Asymptotic distribution
1
Bitcoin
1
Bruttoinlandsprodukt
1
Business cycles
1
CUSUM-based statistic
1
Change point
1
more ...
less ...
Online availability
All
Undetermined
6
Free
4
Type of publication
All
Article
14
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
4
Working Paper
4
Graue Literatur
1
Non-commercial literature
1
Language
All
English
18
Author
All
Abeysinghe, Tilak
Camacho, Maximo
Chen, Zhanshou
Linton, Oliver
Lippi, Marco
Newbold, Paul
Robinson, Peter M.
Wang, Shaoping
Zaffaroni, Paolo
Hallin, Marc
23
Mélard, Guy
10
Franses, Philip Hans
9
Hassler, Uwe
8
Barigozzi, Matteo
7
Azrak, Rajae
6
Hecq, Alain W. J.
6
Dette, Holger
5
Kley, Tobias
5
Lee, Junsoo
5
Leybourne, Stephen James
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Volgushev, Stanislav
5
Alj, Abdelkamel
4
Lütkepohl, Helmut
4
Vander Elst, Harry
4
Caraiani, Petre
3
Choi, In
3
Gonzalo, Jesús
3
Harvey, David I.
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Ruiz, Esther
3
Shin, Dong-wan
3
Shin, Yongcheol
3
Su, Jen-je
3
Weber, Enzo
3
Wright, Jonathan H.
3
Yang, Minxian
3
Österholm, Pär
3
Ōgaki, Masao
3
more ...
less ...
Published in...
All
ECARES working paper
Economics letters
Journal of econometrics
33
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Econometric theory
14
Discussion paper / Centre for Economic Policy Research
11
Econometrics papers
11
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Documentos de trabajo / Banco de España
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Banco de Espana Working Paper
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Applied economics
4
International journal of forecasting
4
Janeway Institute working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The review of economic studies
4
An Elgar reference collection
3
Cowles Foundation discussion paper
3
Discussion paper series / LSE Financial Markets Group
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of applied econometrics
3
Journal of monetary economics
3
LSE STICERD Research Paper
3
The economic journal : the journal of the Royal Economic Society
3
Cambridge-INET working papers
2
Documentos de trabajo / Banco de España, Servicio de Estudios
2
Econometrics : open access journal
2
Economic modelling
2
FEDS Working Paper
2
Finance and economics discussion series
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
Oxford bulletin of economics and statistics
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
4
Optimal dimension reduction for high-dimensional and functional time series
Hallin, Marc
;
Hörmann, Siegfried
;
Lippi, Marco
-
2017
Persistent link: https://www.econbiz.de/10011760436
Saved in:
5
Dynamic factor model with infinite dimensional factor space: forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011672373
Saved in:
6
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289217
Saved in:
7
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou
;
Xu, Qiongyao
;
Li, Huini
- In:
Economics letters
179
(
2019
),
pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
Saved in:
8
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
9
Two simple tests of the trend hypothesis under time-varying variance
Yang, Yang
;
Wang, Shaoping
- In:
Economics letters
156
(
2017
),
pp. 123-128
Persistent link: https://www.econbiz.de/10011822386
Saved in:
10
Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou
;
Xing, Yuhong
;
Li, Fuxiao
- In:
Economics letters
140
(
2016
),
pp. 53-56
Persistent link: https://www.econbiz.de/10011615973
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->